It's not that Sweden or Finland could alone stop Russia from conquering their territory. It's that they would make it costly to achieve, and much, much costlier to maintain.

During the Cold War, Sweden had one the most formidable air forces in the European theater (supported by homegrown industrial base), whatever passes for a navy in Baltic Sea and large not that badly armed conscript force, together probably quite capable of at least providing a credible hindrance to any forces the Soviets would throw against them.

I always wondered how quickly that was dismantled. I guess they still have a navy.